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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 1999-16
April 1999

A note on gamma random variables and Dirichlet series


Zbigniew J. Jurek


We give necessary and sufficient conditions for convergence of series of centered gamma random variables. Those series provide distributions from the Levy class L of the selfdecomposable probability distributions. Relations to Dirichlet series and the background driving Levy processes (BDLP's) are investigated.

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This paper has now been published in Statist. Probab. Lett. 49 (2000), no. 4, 387--392.